/usr/share/quantlib-python/exchangerates.i is in quantlib-python 1.2-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 | /*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#ifndef quantlib_exchange_rates_i
#define quantlib_exchange_rates_i
%include money.i
%{
using QuantLib::ExchangeRate;
using QuantLib::ExchangeRateManager;
%}
class ExchangeRate {
public:
enum Type { Direct, Derived };
ExchangeRate(const Currency& source,
const Currency& target,
Decimal rate);
const Currency& source() const;
const Currency& target() const;
Type type() const;
Decimal rate() const;
Money exchange(const Money& amount) const;
static ExchangeRate chain(const ExchangeRate& r1,
const ExchangeRate& r2);
};
class ExchangeRateManager {
#if defined(SWIGRUBY) || defined(SWIGMZSCHEME) || defined(SWIGGUILE)
%rename("clear!") clear;
#endif
private:
ExchangeRateManager();
public:
static ExchangeRateManager& instance();
void add(const ExchangeRate&,
const Date& startDate = Date::minDate(),
const Date& endDate = Date::maxDate());
ExchangeRate lookup(const Currency& source,
const Currency& target,
const Date& date,
ExchangeRate::Type type = ExchangeRate::Derived) const;
void clear();
};
#endif
|